+156.7%
SIMO vs UEC
+47.5%
+109.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +3.1% |
| 7D | -22.0% | -10.2% | -11.7% | -20.5% |
| 30D | -43.0% | -26.9% | -16.1% | -40.2% |
| 3M | -39.1% | -35.7% | -3.5% | -35.3% |
| 6M | -33.3% | -56.1% | +22.8% | -26.2% |
| YTD | +77.0% | -40.8% | +117.7% | +86.0% |
| 1Y | +73.0% | -43.4% | +116.4% | +82.3% |
| 3Y | +215.7% | +25.4% | +190.4% | +188.0% |
| All | +156.7% | +47.5% | +109.2% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling